Soc. Generale Call 9600 FIE/S 21.06.2024
/ DE000SV6YYV5
Soc. Generale Call 9600 FIE/S 21..../ DE000SV6YYV5 /
| 2024-05-30 8:38:21 AM |
Chg.-0.12 |
Bid7:29:43 PM |
Ask7:29:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
-7.23% |
1.78
Bid Size: 125,000 |
1.79
Ask Size: 125,000 |
IBEX PLUS FIE |
9,600.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV6YYV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
IBEX PLUS FIE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9,600.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.12 |
| Parity: |
1.55 |
| Time value: |
0.04 |
| Break-even: |
11,190.00 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.95 |
| Theta: |
-3.43 |
| Omega: |
6.66 |
| Rho: |
5.42 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+1.32% |
| 3 Months |
|
|
+165.52% |
| YTD |
|
|
+116.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.65 |
| 1M High / 1M Low: |
1.79 |
1.31 |
| 6M High / 6M Low: |
1.79 |
0.49 |
| High (YTD): |
2024-05-16 |
1.79 |
| Low (YTD): |
2024-02-19 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.12% |
| Volatility 6M: |
|
109.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
